#pragma warning disable 108
using System;
using System.Runtime.InteropServices;
using System.Collections.Generic;
using Cephei;
using Cephei.Core;
using Cephei.Core.Generic;
using Microsoft.FSharp.Core;
using Cephei.QL;
using Cephei.QL.Instruments;
namespace Cephei.QL.Experimental.Exoticoptions
{
    /// <summary> 
	/// ! This option gives the holder the right to exchange Q2 stocks of the second asset for Q1 stocks of the first at expiration.  \ingroup instruments
	/// </summary>
    [Guid ("39CDA4A7-F954-495d-B521-F45BAD166373"),ComVisible(true)]
	public interface IMargrabeOption : Cephei.QL.Instruments.IMultiAssetOption
	{
		///////////////////////////////////////////////////////////////
        // Methods
        //
        /// <summary> 
		/// 
		/// </summary>
		 Double Delta1 {get;}
        /// <summary> 
		/// 
		/// </summary>
		 Double Delta2 {get;}
        /// <summary> 
		/// 
		/// </summary>
		 Double Gamma1 {get;}
        /// <summary> 
		/// 
		/// </summary>
		 Double Gamma2 {get;}
    }   

    /// <summary> 
	/// ! This option gives the holder the right to exchange Q2 stocks of the second asset for Q1 stocks of the first at expiration.  \ingroup instruments Factory
	/// </summary>
   	[ComVisible(true)]
    public interface IMargrabeOption_Factory 
    {
        ///////////////////////////////////////////////////////////////
        // Factory methods
        //
        /// <summary> 
		/// 
		/// </summary>
	    IMargrabeOption Create (Int32 Q1, Int32 Q2, Cephei.QL.IExercise exercise, Cephei.QL.IPricingEngine QL_Pricer);
    }
}

